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Re: FinancialData still broken

  • To: mathgroup at smc.vnet.net
  • Subject: [mg120533] Re: FinancialData still broken
  • From: DrMajorBob <btreat1 at austin.rr.com>
  • Date: Wed, 27 Jul 2011 06:15:13 -0400 (EDT)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • References: <201107261107.HAA09255@smc.vnet.net>
  • Reply-to: drmajorbob at yahoo.com

Interesting!! I had thought the failure rate was lower, but I had noticed  
the erroneous prices had several different values. I've considered  
computing tighter acceptable ranges for each stock, but so far it appears  
sufficient to reject anything > 10^8 and repeat the call until I get a  
usable answer.

I have no proof that smaller errors are not getting through unnoticed, of  
course.

Sigh...

Bobby

On Tue, 26 Jul 2011 06:07:02 -0500, DANA DELOUIS <dana01 at me.com> wrote:

>
> Hi.  Here's some added thoughts on the issue you bring up.
> I added some stocks just in case the issue is related to mutual funds.
>
> stocks = {"ACEIX", "FCNTX", "JACNX", "JANFX", "JANWX", "JMSCX=94,  
> "JNGIX=94,
>        "JNGLX", "JNMCX=94, "JNOSX", "JNSGX", "JNSTX", "PTTAX", "RGACX=94,
>        "STRFX=94, "AAPL", "IBM", "INTL", "VZ", "GE"};
>
> I've noticed that if I ask for price about 100 times, then about 80% of  
> the time I get a correct value,
> and 20% an incorrect value (n*^8).
> Here, a value of 8.91 was returned 77 times, or 77% (out of 100 tries)
>
> f[n_]:=Table[FinancialData[stocks[[n]],"Price"],{100}]//Tally//Sort
>
> f[1]
> {{8.91,77},{5.032406*10^8,23}}
>
> This took a little while, but I did it 100 times on each stock.
>
> m=Table[f[j],{j,stocks//Length}];
> m//TableForm
>
> Here's a count of the successful returns:
>
> good=m[[All,1,-1]]
> {76,74,77,77,87,77,90,79,81,82,76,79,79,77,85,77,80,78,76,81}
>
> Here's the Mean and SD.
> As you can see, there's only about a 80% success rate, with a small  
> Stand Deviation.
>
> {Mean[good],StandardDeviation[good]}//N
> {79.4, 4.031455}
>
> With such a consistent failure rate, it sounds like a communication  
> problem between servers
>
> Out of curiosity, here are the different values that were high.
> I don't see any pattern to these nonsense values.
>
> m[[All,2,1]]//Union
>
> 5.031051*10^8
> 5.031396*10^8
> 5.031565*10^8
> 5.031669*10^8
> 5.031676*10^8
> 5.031677*10^8
> 5.031678*10^8
> 5.032022*10^8
> 5.032406*10^8
> 5.055450*10^8
> 5.055453*10^8
> 5.055455*10^8
> 5.055456*10^8
> 5.055457*10^8
>
> Thanks for bringing this up.
>
> = = = = = = = = = =
> Dana DeLouis
> $Version
> 8.0 for Mac OS X x86 (64-bit) (November 6, 2010)
>
>
>
> On Jul 21, 5:47 am, DrMajorBob <btre... at austin.rr.com> wrote:
> Erroneous prices are randomly returned:
>
> FinancialData /@ {"ACEIX", "FCNTX", "JACNX", "JANFX", "JANWX",
> "JMSCX", "JNGIX", "JNGLX", "JNMCX", "JNOSX", "JNSGX", "JNSTX",
> "PTTAX", "RGACX", "STRFX"}
>
> {8.81, 72.4, 14., 10.64, 46.49, 12.48,
> 5.03202*10^8, 26.48, 23.72, 45.35, 12.48,
> 5.03241*10^8, 11.04, 31.44, 32.47}
>
> FinancialData /@ {"ACEIX", "FCNTX", "JACNX", "JANFX", "JANWX",
> "JMSCX", "JNGIX", "JNGLX", "JNMCX", "JNOSX", "JNSGX", "JNSTX",
> "PTTAX", "RGACX", "STRFX"}
>
> {5.03241*10^8, 72.4, 14., 10.64, 5.03241*10^8,
> 5.03168*10^8, 32.61, 26.48, 23.72, 5.03168*10^8,
> 5.03168*10^8, 3.1, 11.04, 5.03241*10^8, 32.47}
>
> Bobby
>
> --
> DrMajor... at yahoo.com
>
>
>


-- 
DrMajorBob at yahoo.com




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